-58.0%
NCLH vs GNRC
+448.8%
-506.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +0.5% |
| 7D | -4.8% | -0.2% | -4.6% | -4.7% |
| 30D | -21.7% | -15.7% | -5.9% | -16.0% |
| 3M | -22.2% | -27.3% | +5.1% | -12.3% |
| 6M | -27.5% | -12.1% | -15.5% | -25.8% |
| YTD | -33.6% | +37.1% | -70.7% | -45.3% |
| 1Y | -45.0% | -0.5% | -44.5% | -48.3% |
| 3Y | -11.0% | +61.5% | -72.6% | -34.7% |
| 5Y | -39.7% | -58.6% | +18.8% | -26.5% |
| All | -58.0% | +448.8% | -506.8% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GNRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling